R-estimators in GARCH models : asymptotics and applications
Year of publication: |
2022
|
---|---|
Authors: | Liu, Hang ; Mukherjee, Kanchan |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 25.2022, 1, p. 98-113
|
Subject: | R-estimation | empirical process | GARCH models | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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